Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 0.401076 0.444096 0.492011 0.549775 0.618120 0.697171 0.796660
2025-10-05 0.358808 0.415426 0.482950 0.570872 0.684594 0.830108 1.036356
2025-10-12 0.338815 0.406576 0.492054 0.610951 0.777599 1.012455 1.388668
2025-10-19 0.306088 0.376175 0.468010 0.601807 0.800677 1.102539 1.637250
2025-10-26 0.283780 0.355989 0.453788 0.602306 0.835367 1.215392 1.961649
2025-11-02 0.259946 0.330935 0.429421 0.583652 0.835916 1.271261 2.203234
2025-11-09 0.236516 0.304237 0.399802 0.552804 0.810777 1.275457 2.340431
2025-11-16 0.222895 0.290207 0.387113 0.546411 0.825124 1.354816 2.682295
2025-11-23 0.218419 0.288821 0.392831 0.569853 0.895433 1.562434 3.472771
2025-11-30 0.208888 0.279170 0.384876 0.569240 0.920764 1.682574 4.111462
2025-12-07 0.198391 0.267322 0.372444 0.559342 0.926117 1.758656 4.673541
2025-12-14 0.188488 0.255756 0.359565 0.547221 0.924921 1.818780 5.239256
2025-12-21 0.178536 0.244025 0.346359 0.534640 0.924083 1.889217 5.986651
2025-12-28 0.176525 0.244523 0.353246 0.559994 1.010562 2.234490 8.756771
2026-01-04 0.177154 0.249190 0.367485 0.601409 1.144897 2.808403 15.372124
2026-01-11 0.169739 0.240336 0.357609 0.593530 1.157690 2.984911 19.726525
2026-01-18 0.164277 0.234363 0.352343 0.594479 1.193644 3.273904 28.267560
2026-01-25 0.156484 0.224105 0.338712 0.576369 1.175092 3.333392 33.946141
2026-02-01 0.147508 0.211490 0.320147 0.546157 1.118591 3.205711 34.433972
2026-02-08 0.142476 0.205301 0.312942 0.539908 1.128719 3.389832 47.557053
2026-02-15 0.141698 0.206244 0.318837 0.562951 1.228797 4.093325 125.408913
2026-02-22 0.137913 0.201835 0.314435 0.562356 1.258022 4.460210 273.518609
2026-03-01 0.133248 0.195698 0.306409 0.552636 1.256652 4.650863 562.284518